+654.4%
GOOG vs CB
+246.9%
+407.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.8% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -18.1% | +8.2% | -26.3% | -20.2% |
| 3M | -19.9% | +6.3% | -26.2% | -21.5% |
| 6M | -28.2% | +16.2% | -44.3% | -32.0% |
| YTD | -9.0% | +19.3% | -28.4% | -14.9% |
| 1Y | -1.7% | +29.2% | -30.9% | -10.7% |
| 3Y | +114.5% | +71.4% | +43.1% | +71.2% |
| 5Y | +96.2% | +104.2% | -8.1% | +44.1% |
| 10Y | +654.4% | +246.7% | +407.7% | +360.3% |
| All | +654.4% | +246.9% | +407.4% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling